ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	121-162	121-160	-0-002	0.0%	120-130
High	121-193	121-175	-0-018	0.0%	121-027
Low	121-095	121-042	-0-053	-0.1%	120-045
Close	121-127	121-150	0-023	0.1%	120-262
Range	0-098	0-133	0-035	35.9%	0-302
ATR	0-095	0-097	0-003	2.9%	0-000
Volume	59,237	28,646	-30,591	-51.6%	69,149

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-200	122-148	121-223
R3	122-068	122-015	121-186
R2	121-255	121-255	121-174
R1	121-203	121-203	121-162	121-163
PP	121-123	121-123	121-123	121-103
S1	121-070	121-070	121-138	121-030
S2	120-310	120-310	121-126
S3	120-177	120-257	121-114
S4	120-045	120-125	121-077

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-166	123-037	121-109
R3	122-183	122-054	121-026
R2	121-201	121-201	120-318
R1	121-072	121-072	120-290	121-136
PP	120-218	120-218	120-218	120-251
S1	120-089	120-089	120-235	120-154
S2	119-236	119-236	120-207
S3	118-253	119-107	120-179
S4	117-271	118-124	120-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-193	120-202	0-310	0.8%	0-111	0.3%	86%	False	False	27,734
10	121-193	119-305	1-208	1.4%	0-106	0.3%	92%	False	False	19,015
20	121-193	119-030	2-162	2.1%	0-081	0.2%	95%	False	False	11,153

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-098
2.618	122-202
1.618	122-069
1.000	121-308
0.618	121-257
HIGH	121-175
0.618	121-124
0.500	121-109
0.382	121-093
LOW	121-042
0.618	120-281
1.000	120-230
1.618	120-148
2.618	120-016
4.250	119-119

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	121-136	121-132
PP	121-123	121-113
S1	121-109	121-095

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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